GitLab

This is a Fortran 2008 rewrite of disclyap_fast.m.

Closes: #1737

— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar

[skip ci]

Move setting of parameters out of check_bounds_and_definiteness_estimation.m

See merge request !1754

RBC_MoM: filter out additional pathological cases with try-catch

See merge request !1755

RBC_MoM-test: filter out pathological cases

See merge request !1753

[skip CI]

Increases transparency

Closes: #1713

First implementation of moment estimation

See merge request !1750

Also improve fprintf descriptions and comments and other cosmetical changes

Fix trace plots with measurement errors and their correlations

See merge request !1752

Speed up pruned_state_space_system.m by e.g. using persistent variables

See merge request !1749

- fix prefilter option
- Implement iterative GMM

— add syntax for methods of moments estimation
— allow empty shocks(overwrite) blocks
— PAC MCE: fix incorrect detection of the target variable
— Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine.
— PAC MCE expectations: add corresponding auxiliary variables in
  dynamic_set_auxiliary_series.m and set_auxiliary_variables.m
— Unary ops substitution: bugfix, actually restrict the substitution to the
  chosen equations

AnSchorfheide_pruned_state_space.mod: remove test part that only showcases that in Andreasen's code there is an error

Problem was introduced when transitioning to cell arrays

DsgeSmoother: add warning if there is stochastic singularity

See merge request !1751

[skip ci]

Add description of JSON output folder

See merge request !1748

newrat: Further replacement of varargins by explicit options

See merge request !1747